Hello!

I am doing Principle Componenets Analysis using "psych" package:

mypc<-principal(mydata,5,scores=TRUE)

However, I was asked to run a case-weighted PCA - using an individual
weight for each case.

I could use "corr" from "boot" package to calculate the case-weighed
intercorrelation matrix. But if I use the intercorrelation matrix as input
(instead of the raw data), I am not going to get factor scores, which I do
need to get.

Any advice?
Thank you very much!

-- 
Dimitri Liakhovitski

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